Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.717 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52449.05 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48309.58 Kr¶

PnL: ---------------------------------------> -622.42 Kr¶

DD now: ---------------------------------> -1.264 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 18:51:39.397172'

Anic Portfolio¶

Today¶

Return: 0.718 %¶

This Week¶

Return: 0.254 %¶

Total portfolio value¶

Return including deposits: 71.705 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 8.200000 710.990000 71.990000 11.270000 638.999984
Xvivo Perfusion 3 0.680000 888.000000 43.000000 5.090000 845.000001
Vitrolife 3 2.080000 706.800000 29.800000 4.400000 677.000001
Biotage 4 1.280000 632.000000 29.000000 4.810000 603.000000
Embracer Group B 26 2.100000 688.740000 26.740000 4.040000 661.999988
Sedana Medical 135 5.360000 4355.100000 24.100000 0.560000 4330.999935
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Fortnox 10 2.010000 690.000000 22.000000 3.290000 668.000000
Addtech B 3 0.340000 717.600000 17.600000 2.510000 699.999999
Humana 40 3.620000 686.400000 12.400000 1.840000 674.000000
SynAct Pharma 9 -0.140000 657.000000 12.000000 1.860000 645.000003
Svolder B 35 -0.080000 2191.000000 12.000000 0.550000 2179.000005
Addnode Group B 6 -0.080000 759.600000 7.600000 1.010000 751.999998
NCC B 7 0.110000 657.300000 3.300000 0.500000 653.999997
Indutrade 5 -0.600000 1320.500000 0.500000 0.040000 1320.000000
Latour B 2 -0.840000 448.200000 -0.800000 -0.180000 449.000000
Gaming Innovation Group 161 0.970000 4186.000000 -2.000000 -0.050000 4187.999942
Volati 5 -0.520000 570.000000 -4.000000 -0.700000 574.000000
SCA A 4 0.950000 593.600000 -5.400000 -0.900000 599.000000
Sdiptech B 3 -1.240000 814.200000 -7.800000 -0.950000 822.000000
Profoto Holding 7 -1.210000 572.600000 -9.400000 -1.620000 581.999999
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
BONESUPPORT HOLDING 10 0.330000 1214.000000 -10.000000 -0.820000 1224.000000
Sampo Oyj SDB 1 -1.000000 493.500000 -11.500000 -2.280000 505.000000
Nolato B 12 -2.130000 633.600000 -14.400000 -2.220000 648.000000
Investor B 3 -0.830000 643.350000 -14.650000 -2.230000 657.999999
Lime Technologies 2 -3.430000 563.000000 -30.000000 -5.060000 593.000000
Balco Group 39 2.280000 1840.800000 -34.200000 -1.820000 1874.999997
Ambea 68 1.210000 2495.600000 -41.400000 -1.630000 2537.000032
Lundin Gold 7 -1.070000 907.200000 -66.800000 -6.860000 973.999999
Creades A 7 -0.890000 543.900000 -67.100000 -10.980000 610.999998
Investor A 16 -1.110000 3427.200000 -117.800000 -3.320000 3545.000000
New Wave B 40 0.370000 3774.000000 -142.000000 -3.630000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 4.310000 2686.200000 -280.800000 -9.460000 2966.999993
TOTAL 48309.580000 -622.420000 -1.26373% 48931.999868

Updated:¶

'2023-06-14 18:51:57.183597'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶